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Pith Number

pith:KWFGFRC4

pith:2026:KWFGFRC4ICI4U4CGS2UJMOND2I
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Echo State Networks for Time Series Forecasting: Hyperparameter Sweep and Benchmarking

Alexander H\"au{\ss}er

Echo state networks match ARIMA and TBATS accuracy on monthly series and beat them on quarterly series at lower computational cost.

arxiv:2602.03912 v4 · 2026-02-03 · cs.LG

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Record completeness

1 Bitcoin timestamp
2 Internet Archive
3 Author claim open · sign in to claim
4 Citations open
5 Replications open
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The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Claims

C1strongest claim

Across both frequencies, the ESN performs on par with ARIMA and TBATS for monthly data and achieves the lowest mean MASE for quarterly data, while requiring lower computational cost than ARIMA and TBATS.

C2weakest assumption

That the hyperparameter configurations found optimal on the Parameter dataset will generalize without further tuning to the disjoint Forecast dataset and that the chosen M4 subset is representative enough for the claimed practical advantage.

C3one line summary

Echo State Networks match or beat ARIMA and TBATS on quarterly M4 series and match them on monthly series while using less compute after an extensive hyperparameter sweep.

Formal links

2 machine-checked theorem links

Receipt and verification
First computed 2026-06-02T01:03:42.348147Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

558a62c45c4091ca704696a89639a3d20c4c72840413fb19daf0c849c5f1495c

Aliases

arxiv: 2602.03912 · arxiv_version: 2602.03912v4 · doi: 10.48550/arxiv.2602.03912 · pith_short_12: KWFGFRC4ICI4 · pith_short_16: KWFGFRC4ICI4U4CG · pith_short_8: KWFGFRC4
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/KWFGFRC4ICI4U4CGS2UJMOND2I \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 558a62c45c4091ca704696a89639a3d20c4c72840413fb19daf0c849c5f1495c
Canonical record JSON
{
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    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "cs.LG",
    "submitted_at": "2026-02-03T16:01:22Z",
    "title_canon_sha256": "9934e48f829fe1391f9d7fa6b3d374e344198f3d961c39774d08509fe111b6af"
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  "source": {
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    "kind": "arxiv",
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}